NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 79.33 78.08 -1.25 -1.6% 78.70
High 79.55 80.29 0.74 0.9% 82.30
Low 77.63 77.95 0.32 0.4% 78.38
Close 78.18 80.23 2.05 2.6% 79.11
Range 1.92 2.34 0.42 21.9% 3.92
ATR 2.21 2.22 0.01 0.4% 0.00
Volume 39,992 57,355 17,363 43.4% 108,206
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.51 85.71 81.52
R3 84.17 83.37 80.87
R2 81.83 81.83 80.66
R1 81.03 81.03 80.44 81.43
PP 79.49 79.49 79.49 79.69
S1 78.69 78.69 80.02 79.09
S2 77.15 77.15 79.80
S3 74.81 76.35 79.59
S4 72.47 74.01 78.94
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.69 89.32 81.27
R3 87.77 85.40 80.19
R2 83.85 83.85 79.83
R1 81.48 81.48 79.47 82.67
PP 79.93 79.93 79.93 80.52
S1 77.56 77.56 78.75 78.75
S2 76.01 76.01 78.39
S3 72.09 73.64 78.03
S4 68.17 69.72 76.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.86 77.63 4.23 5.3% 2.24 2.8% 61% False False 33,804
10 82.30 77.63 4.67 5.8% 2.20 2.7% 56% False False 26,618
20 82.81 77.63 5.18 6.5% 2.28 2.8% 50% False False 22,143
40 83.60 69.77 13.83 17.2% 2.14 2.7% 76% False False 17,012
60 83.60 67.46 16.14 20.1% 2.04 2.5% 79% False False 13,576
80 83.60 67.46 16.14 20.1% 1.98 2.5% 79% False False 11,156
100 83.60 64.26 19.34 24.1% 1.85 2.3% 83% False False 9,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.24
2.618 86.42
1.618 84.08
1.000 82.63
0.618 81.74
HIGH 80.29
0.618 79.40
0.500 79.12
0.382 78.84
LOW 77.95
0.618 76.50
1.000 75.61
1.618 74.16
2.618 71.82
4.250 68.01
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 79.86 80.01
PP 79.49 79.80
S1 79.12 79.58

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These figures are updated between 7pm and 10pm EST after a trading day.

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